+1,328.2%
RRX vs IBN
+1,532.9%
-204.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | +3.4% | +1.4% | +2.0% | +3.1% |
| 30D | -11.1% | -0.3% | -10.8% | -11.1% |
| 3M | -23.7% | +17.1% | -40.8% | -26.7% |
| 6M | -22.0% | +3.4% | -25.4% | -22.6% |
| YTD | +16.5% | +2.5% | +13.9% | +15.9% |
| 1Y | +11.5% | -4.2% | +15.7% | +12.5% |
| 3Y | +1.5% | +32.4% | -30.9% | -5.9% |
| 5Y | +18.3% | +59.2% | -40.9% | +4.7% |
| 10Y | +209.8% | +345.7% | -135.9% | +106.2% |
| All | +1,328.2% | +1,532.9% | -204.7% | +563.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IBN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling